Remove index.html entries from the navbar

I was looking through the navbar (looking for redirects), and noticed a few pages collapsed the navbar unexpectedly.

We can't use index.html in links in the navbar. It will link you to the page, but it collapses once you are there. I've updated the links, and tweaked the warning at the top of the page to make it a bit more clear.

Related to gitlab#270216 (closed)